+198.1%
MTCH vs SPY
+322.5%
-124.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.4% |
| 7D | +1.3% | -0.8% | +2.0% | +2.2% |
| 30D | +15.9% | -1.1% | +16.9% | +17.2% |
| 3M | +23.3% | +3.9% | +19.4% | +17.7% |
| 6M | +40.1% | +13.6% | +26.5% | +20.3% |
| YTD | +33.6% | +12.7% | +20.9% | +16.0% |
| 1Y | +14.1% | +17.5% | -3.4% | -5.9% |
| 3Y | +1.4% | +76.9% | -75.5% | -49.7% |
| 5Y | -73.1% | +83.6% | -156.7% | -86.8% |
| All | +198.1% | +322.5% | -124.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling